BVT Put 115 SIE 20.12.2024
/ DE000VM315R6
BVT Put 115 SIE 20.12.2024/ DE000VM315R6 /
| 28/06/2024 08:25:31 |
Chg.-0.010 |
Bid13:44:53 |
Ask13:44:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
-8.85% |
0.100
Bid Size: 120,000 |
0.110
Ask Size: 120,000 |
SIEMENS AG NA O.N. |
115.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
VM315R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-150.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-5.85 |
| Time value: |
0.12 |
| Break-even: |
113.85 |
| Moneyness: |
0.66 |
| Premium: |
0.34 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
9.52% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-7.51 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.103 |
| High: |
0.103 |
| Low: |
0.103 |
| Previous Close: |
0.113 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.63% |
| 1 Month |
|
|
+41.10% |
| 3 Months |
|
|
-27.97% |
| YTD |
|
|
-65.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.105 |
| 1M High / 1M Low: |
0.120 |
0.069 |
| 6M High / 6M Low: |
0.350 |
0.069 |
| High (YTD): |
04/01/2024 |
0.350 |
| Low (YTD): |
03/06/2024 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.171 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.91% |
| Volatility 6M: |
|
116.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
